-25.8%
DOW vs LTH
+180.7%
-206.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | +5.2% | -1.3% | +6.5% | +5.4% |
| 30D | +13.2% | +15.7% | -2.5% | +10.7% |
| 3M | +10.1% | +5.0% | +5.1% | +9.1% |
| 6M | -13.1% | +37.7% | -50.7% | -17.5% |
| YTD | +46.1% | +75.0% | -28.9% | +32.4% |
| 1Y | +50.0% | +82.6% | -32.6% | +35.0% |
| 3Y | -20.2% | +241.3% | -261.5% | -36.1% |
| 5Y | -27.7% | +135.4% | -163.1% | -43.3% |
| All | -25.8% | +180.7% | -206.5% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling